+4,320.2%
COF vs DRI
+7,577.7%
-3,257.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.8% | +0.6% | +1.2% | +1.5% |
| 30D | -0.6% | +3.8% | -4.4% | -2.5% |
| 3M | +20.3% | +13.0% | +7.3% | +12.9% |
| 6M | +13.0% | +8.3% | +4.7% | +7.9% |
| YTD | -8.3% | +20.6% | -28.9% | -17.3% |
| 1Y | -1.5% | +6.5% | -7.9% | -6.0% |
| 3Y | +122.3% | +53.7% | +68.5% | +75.5% |
| 5Y | +52.5% | +72.7% | -20.2% | +13.7% |
| 10Y | +264.9% | +363.2% | -98.3% | +64.4% |
| All | +4,320.2% | +7,577.7% | -3,257.5% | +751.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling